Documentation API of the 'edu.rit.numeric.NormalPrng' Java class

Class NormalPrng

  • public class NormalPrngextends DoublePrng
    Class NormalPrng provides a pseudorandom number generator (PRNG) that generates random numbers with a normal distribution.

    Every two calls of the next() method result in two calls of the underlying uniform PRNG's nextDouble() method. More precisely, the first of a pair of next() calls does two nextDouble() calls, the second of a pair of next() calls does not call nextDouble().

    Class NormalPrng uses the Box-Muller method to generate a standard normal distribution. Let x1 and x2 be drawn from a uniform distribution between 0 and 1. Then y1 and y2, defined as follows, are drawn from a standard normal distribution.

    y1 = sqrt(−2 ln x1) cos 2πx2
    y2 = sqrt(−2 ln x1) sin 2πx2
    And (μ + σy1) and (μ + σy2) are drawn from a normal distribution with mean μ and standard deviation σ.

    Note: While slower than other techniques, this technique does a fixed number of nextDouble() calls to generate each normally distributed random number. This behavior is important when parallel programs generate random numbers.

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